Polynomial Procrustes Problem: Paraunitary Approximation of Matrices of Analytic Functions

In the narrowband case, the best least squares approximation of a matrix by a unitary one is given by the Procrustes problem. In this paper, we expand this idea to matrices of analytic functions, and characterise a broadband equivalent to the narrowband case: the polynomial Procrustes problem. Its solution is based on an analytic singular value decomposition, and for the case of spectrally majorised, distinct singular values, we demonstrate the application of a suitable algorithm to three problems - time delay estimation, paraunitary matrix completion, and general paraunitary approximations - in simulations.